ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 112-090 113-100 1-010 0.9% 114-000
High 113-150 114-090 0-260 0.7% 114-010
Low 112-080 112-280 0-200 0.6% 111-180
Close 113-100 114-050 0-270 0.7% 112-130
Range 1-070 1-130 0-060 15.4% 2-150
ATR 0-278 0-290 0-012 4.4% 0-000
Volume 931,524 1,245,253 313,729 33.7% 2,774,552
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-317 117-153 114-298
R3 116-187 116-023 114-174
R2 115-057 115-057 114-132
R1 114-213 114-213 114-091 114-295
PP 113-247 113-247 113-247 113-288
S1 113-083 113-083 114-009 113-165
S2 112-117 112-117 113-288
S3 110-307 111-273 113-246
S4 109-177 110-143 113-122
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 120-023 118-227 113-244
R3 117-193 116-077 113-027
R2 115-043 115-043 112-275
R1 113-247 113-247 112-202 113-070
PP 112-213 112-213 112-213 112-125
S1 111-097 111-097 112-058 110-240
S2 110-063 110-063 111-305
S3 107-233 108-267 111-233
S4 105-083 106-117 111-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-090 111-180 2-230 2.4% 1-028 1.0% 95% True False 925,429
10 114-210 111-180 3-030 2.7% 0-301 0.8% 84% False False 537,106
20 115-030 111-180 3-170 3.1% 0-284 0.8% 73% False False 285,339
40 116-310 111-180 5-130 4.7% 0-265 0.7% 48% False False 145,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 117-308
1.618 116-178
1.000 115-220
0.618 115-048
HIGH 114-090
0.618 113-238
0.500 113-185
0.382 113-132
LOW 112-280
0.618 112-002
1.000 111-150
1.618 110-192
2.618 109-062
4.250 106-288
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 113-308 113-268
PP 113-247 113-167
S1 113-185 113-065

These figures are updated between 7pm and 10pm EST after a trading day.

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